Can asset allocation limits determine portfolio risk-return profiles in DC pension schemes?
Year of publication: |
2019
|
---|---|
Authors: | Gutierrez, Tomás ; Pagnoncelli, Bernardo ; Valladão, Davi ; Cifuentes, Arturo |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 86.2019, p. 134-144
|
Subject: | Portfolio-Management | Portfolio selection | Pensionskasse | Pension fund | Altersvorsorge | Retirement provision | Kapitaleinkommen | Capital income | Risiko | Risk | Theorie | Theory | Private Altersvorsorge | Private retirement provision |
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